It's easy. Install first Mafia data xtractor 1.1. All this does (when you run it) is patch a file, rw_data.dll so MAFIA will read folders before its own archives.

Then open your download, which will have folders named as necessary for MAFIA to read them, like maps and models. If there's no folders, the download will tell you which folders to put the mod in. Make the folders if necessary (you don't need to extract them).